18 August 2017

Co-Authors

Justin Schack

Managing Director    
 

Alex Kemmsies

Vice President    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker

“Now you see the light Stand up for your rights” —Bob Marley, 1973 (“Get Up Stand Up” from the Wailers album Burnin’)


Dark pools executed approximately 14.84% of US equity volume last month, up 83 bps from June’s 14.01% (adjusted from 14.48%). Dark-pool average daily volume fell 11.87% m/m, to 892.9mn shares, as consolidated ADV dropped 16.80% m/m... Continue Reading

 

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